order of nonlinear inequality constraints when using fmincon
조회 수: 1 (최근 30일)
이전 댓글 표시
When using fmincon, I have found that the order in which I build up the nonlinear inequality (cIneqVec) constraint vector impacts the resulting value of the objective function.
Is the order in which I build up cIneqVec important?
Does fmincon somehow prioritize the constraints based on their element position in the vector?
댓글 수: 0
답변 (1개)
Matt J
2020년 8월 26일
편집: Matt J
2020년 8월 26일
The order of the constraints would probably cause their gradients and Hessians to be summed in a different order, which in turn would introduce small differences in floating point approximation errors into the results. My guess is that the differences you see are due to that.
댓글 수: 0
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!